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BNP Paribas Call 45 GM 21.06.2024/  DE000PN2AWU3  /

Frankfurt Zert./BNP
2024-06-07  9:50:28 PM Chg.+0.020 Bid9:59:19 PM Ask9:59:19 PM Underlying Strike price Expiration date Option type
0.130EUR +18.18% 0.120
Bid Size: 22,000		 0.130
Ask Size: 22,000		 General Motors Compa... 45.00 USD 2024-06-21 Call
 

Master data

WKN: PN2AWU
Issuer: BNP PARIBAS
Currency: EUR
Underlying: General Motors Company
Type: Warrant
Option type: Call
Strike price: 45.00 USD
Maturity: 2024-06-21
Issue date: 2023-04-19
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 34.90
Leverage: Yes

Calculated values

Fair value: 0.12
Intrinsic value: 0.06
Implied volatility: 0.26
Historic volatility: 0.26
Parity: 0.06
Time value: 0.06
Break-even: 42.52
Moneyness: 1.01
Premium: 0.02
Premium p.a.: 0.48
Spread abs.: 0.01
Spread %: 9.09%
Delta: 0.62
Theta: -0.03
Omega: 21.75
Rho: 0.01
 

Quote data

Open: 0.110
High: 0.140
Low: 0.088
Previous Close: 0.110
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+44.44%
1 Month
  -13.33%
3 Months  
+64.56%
YTD  
+100.00%
1 Year
  -43.48%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.140 0.100
1M High / 1M Low: 0.170 0.022
6M High / 6M Low: 0.260 0.022
High (YTD): 2024-03-28 0.260
Low (YTD): 2024-05-29 0.022
52W High: 2023-07-12 0.350
52W Low: 2023-11-24 0.001
Avg. price 1W:   0.120
Avg. volume 1W:   0.000
Avg. price 1M:   0.104
Avg. volume 1M:   0.000
Avg. price 6M:   0.105
Avg. volume 6M:   0.000
Avg. price 1Y:   0.118
Avg. volume 1Y:   0.000
Volatility 1M:   653.43%
Volatility 6M:   393.38%
Volatility 1Y:   943.12%
Volatility 3Y:   -